Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 1.87% | 0.53 CHF | 0.54 CHF | 54'000 | 54'000 | 53'629 | 53'629 | 28'492 CHF | 29'028 CHF | 99.44% | 99.44% |
19.11.2024 | 2.03% | 0.45 CHF | 0.46 CHF | 53'000 | 53'000 | 53'360 | 53'360 | 26'464 CHF | 26'998 CHF | 99.47% | 99.47% |
18.11.2024 | 1.54% | 0.66 CHF | 0.67 CHF | 55'000 | 55'000 | 54'774 | 54'774 | 35'294 CHF | 35'841 CHF | 100.00% | 100.00% |
15.11.2024 | 1.46% | 0.71 CHF | 0.72 CHF | 56'000 | 56'000 | 54'953 | 54'953 | 37'537 CHF | 38'087 CHF | 99.44% | 99.44% |
14.11.2024 | 1.27% | 0.79 CHF | 0.80 CHF | 56'000 | 56'000 | 56'062 | 56'062 | 43'924 CHF | 44'485 CHF | 100.00% | 100.00% |
13.11.2024 | 1.24% | 0.77 CHF | 0.78 CHF | 56'000 | 56'000 | 56'460 | 56'460 | 45'289 CHF | 45'853 CHF | 100.00% | 100.00% |
12.11.2024 | 1.38% | 0.73 CHF | 0.74 CHF | 56'000 | 56'000 | 61'829 | 61'829 | 44'430 CHF | 45'048 CHF | 99.85% | 99.85% |
11.11.2024 | 1.21% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 75'480 | 75'480 | 61'910 CHF | 62'665 CHF | 99.73% | 99.73% |
08.11.2024 | 0.97% | 0.99 CHF | 1.00 CHF | 78'000 | 78'000 | 78'495 | 78'495 | 81'005 CHF | 81'790 CHF | 100.00% | 100.00% |
07.11.2024 | 0.84% | 1.03 CHF | 1.04 CHF | 79'000 | 79'000 | 81'048 | 81'048 | 97'925 CHF | 98'736 CHF | 98.92% | 98.92% |